+96.8%
ET vs WCC
+137.6%
-40.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | -0.3% |
| 7D | +0.4% | +8.5% | -8.1% | -0.8% |
| 30D | +6.9% | -1.0% | +7.8% | +6.9% |
| 3M | +13.1% | +2.1% | +11.0% | +12.2% |
| 6M | +18.7% | +36.8% | -18.1% | +11.2% |
| YTD | +37.4% | +47.7% | -10.3% | +26.4% |
| 1Y | +34.8% | +66.5% | -31.7% | +20.2% |
| 3Y | +96.8% | +134.2% | -37.4% | +60.2% |
| All | +96.8% | +137.6% | -40.8% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling